I think that the Windows builds are more stable, not to mention that the graphics plugin are more developed thatn the OpenGL based of the Linux ones
however that is only from what I have heard, since I don't use Linux...

When it comes to PCSX2, Linux mostly fails still. There are two main reasons compounding Linux performance:

1) GCC still doesn't have a link-time code generator (global optimizer). PCSX2's codebase requires one these days for efficient codegen. This means that there are a lot of functions not being inlined by GCC when they should be.

2) Linux has only ZZogl / ZeroGS for graphics plugins. Compatibility is a bit lower than GSdx, and generlly speaking HW-accelerated performance isn't even close (GSdx is anywhere form 2-6x faster in many titles, and has better high-def abilities as well).

True, in fact without filtering or "AA" it can be faster on some titles, however when those are turned on the difference can be quite telling and even without it... it can be very slow on some parts of the same fast games.

Last time I checked, ZeroGS was very slow. I'm not even starting on ZZogl on windows..
In none of my tests was ZeroGS faster, but in ALL of them it had bugs.
So yeah, mostly due to the GS plugin bugs, stay with windows and GSdx..

Yeah I forgot the fact that OpenGL is inherently disadvantaged in Windows under certain video cards (and performance can be very video card dependent, since OGL drivers may be poorly optimized or barely implemented at all ). And 6x was an exaggeration. It's more like 1.5x to 3x faster for me when using GSdx, in typical scenes and such.